Computational method based on triangular operational matrices for solving nonlinear stochastic differential equations

Document Type : Research Paper


1 Department of Engineering,~Abhar Branch,~Islamic Azad University, Abhar, Iran

2 Department of Mathematics, Karaj Branch, Islamic Azad University, Karaj, Iran


In this article, a new numerical method based on triangular functions for solving  nonlinear stochastic differential equations is presented. For this, the stochastic operational matrix of triangular functions for It\^{o} integral are determined. Computation of presented method is very simple and attractive. In addition, convergence analysis and numerical examples that illustrate accuracy and efficiency of the method are presented.